0.85Open5.80Pre Close2 Volume11 Open Interest33.00Strike Price170.00Turnover106.35%IV4.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.4869Delta0.0862Gamma19.99Leverage Ratio-0.1485Theta0.0025Rho9.74Eff Leverage0.0173Vega